Challenging the conventional wisdom on active management: A review of the past 20 years of academic literature on actively managed mutual funds
KJM Cremers, JA Fulkerson, TB Riley - Financial Analysts Journal, 2019 - Taylor & Francis
Just over 20 years have passed since the publication of Mark Carhart's landmark 1997 study
on mutual funds. Its conclusion—that the data did “not support the existence of skilled or …
on mutual funds. Its conclusion—that the data did “not support the existence of skilled or …
The risk-adjusted return potential of integrating ESG strategies into emerging market equities
MW Sherwood, JL Pollard - Journal of Sustainable Finance & …, 2018 - Taylor & Francis
This study purposed to quantify the performance potential of integrating ESG research within
emerging market investment strategies, as well as the potential for risk diversification …
emerging market investment strategies, as well as the potential for risk diversification …
[BOOK][B] Responsible investing: An introduction to environmental, social, and governance investments
MW Sherwood, J Pollard - 2023 - taylorfrancis.com
Responsible Investing serves as a holistic resource on Environmental, Social, and
Governance (ESG) investing for undergraduate and graduate programs. It provides a …
Governance (ESG) investing for undergraduate and graduate programs. It provides a …
Do'Good Guys' Finish Last? The Relationship between Morningstar Sustainability Ratings and Mutual Fund Performance
SD Dolvin, JA Fulkerson, A Krukover - Available at SSRN 3019403, 2017 - papers.ssrn.com
Given the rapid growth of investment products focused on socially responsible investing
(SRI), in March 2016 Morningstar began reporting standardized metrics to “grade” the …
(SRI), in March 2016 Morningstar began reporting standardized metrics to “grade” the …
Hidden Gem or Fool's Gold: Can passive ESG ETFs outperform the benchmarks?
A Dumitrescu, J Järvinen, M Zakriya - International review of financial …, 2023 - Elsevier
Using a unique and extensive dataset of 121 socially responsible investing (SRI) equity
exchange-traded funds (ETFs) from January 2010 to December 2020, this study examines …
exchange-traded funds (ETFs) from January 2010 to December 2020, this study examines …
Socially Responsible Bond ETFs in the US: A Performance Evaluation
GG Rompotis - Journal of Management and Economic Studies, 2022 - jomaes.org
This paper seeks to answer whether socially responsible bond Exchange Traded Funds
(ETFs) in the USA can outperform the main local aggregate bond and stock market indices …
(ETFs) in the USA can outperform the main local aggregate bond and stock market indices …
[PDF][PDF] It is still not easy being green for exchange-traded funds
AS Meziani - The Journal of Index Investing, 2020 - researchgate.net
An earlier foray into the performance of environmental, social, and governance exchange-
traded funds depicted extremely low risk-adjusted returns achieved at the cost of …
traded funds depicted extremely low risk-adjusted returns achieved at the cost of …
[PDF][PDF] The Performance of ESG ETFs in the US
GG Rompotis - Capital Markets Review, 2023 - mfa.com.my
Research Question: ESG ETFs may serve noble purposes of investors. However, do they
help them gain material financial returns? This paper seeks to answer this question by …
help them gain material financial returns? This paper seeks to answer this question by …
Are growth and value dead? A new framework
LS Speidell, JD Graves - The Journal of Investing, 2001 - pm-research.com
An earlier foray into the performance of environmental, social, and governance exchange-
traded funds depicted extremely low risk-adjusted returns achieved at the cost of …
traded funds depicted extremely low risk-adjusted returns achieved at the cost of …
Value creation with passive socially responsible exchange-traded funds
J Järvinen - 2021 - osuva.uwasa.fi
Using a unique data set of 121 US equity ETFs from January 2010 to December 2020, this
thesis studies whether passive socially responsible exchange-traded funds overperform …
thesis studies whether passive socially responsible exchange-traded funds overperform …